Property Perfect (Thailand) Market Value
| PF Stock | THB 0.17 0.01 5.56% |
| Symbol | Property |
Property Perfect 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Property Perfect's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Property Perfect.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Property Perfect on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Property Perfect Public or generate 0.0% return on investment in Property Perfect over 510 days. Property Perfect is related to or competes with WHA Public, and LPN Development. Property Perfect Public Company Limited, together with its subsidiaries, engages in the real estate development business... More
Property Perfect Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Property Perfect's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Property Perfect Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.24 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 26.32 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 5.88 |
Property Perfect Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Property Perfect's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Property Perfect's standard deviation. In reality, there are many statistical measures that can use Property Perfect historical prices to predict the future Property Perfect's volatility.| Risk Adjusted Performance | 0.0248 | |||
| Jensen Alpha | 0.0313 | |||
| Total Risk Alpha | (0.60) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1865 |
Property Perfect Public Backtested Returns
Property Perfect is out of control given 3 months investment horizon. Property Perfect Public maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11% return per unit of risk over the last 3 months. We have analyzed twenty-nine different technical indicators, which can help you to evaluate if expected returns of 14.61% are justified by taking the suggested risk. Use Property Perfect Semi Deviation of 3.25, coefficient of variation of 4630.31, and Risk Adjusted Performance of 0.0248 to evaluate company specific risk that cannot be diversified away. Property Perfect holds a performance score of 8 on a scale of zero to a hundred. The company holds a Beta of 0.46, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Property Perfect's returns are expected to increase less than the market. However, during the bear market, the loss of holding Property Perfect is expected to be smaller as well. Use Property Perfect expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to analyze future returns on Property Perfect.
Auto-correlation | 0.71 |
Good predictability
Property Perfect Public has good predictability. Overlapping area represents the amount of predictability between Property Perfect time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Property Perfect Public price movement. The serial correlation of 0.71 indicates that around 71.0% of current Property Perfect price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Property Perfect Public lagged returns against current returns
Autocorrelation, which is Property Perfect stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Property Perfect's stock expected returns. We can calculate the autocorrelation of Property Perfect returns to help us make a trade decision. For example, suppose you find that Property Perfect has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Property Perfect regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Property Perfect stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Property Perfect stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Property Perfect stock over time.
Current vs Lagged Prices |
| Timeline |
Property Perfect Lagged Returns
When evaluating Property Perfect's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Property Perfect stock have on its future price. Property Perfect autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Property Perfect autocorrelation shows the relationship between Property Perfect stock current value and its past values and can show if there is a momentum factor associated with investing in Property Perfect Public.
Regressed Prices |
| Timeline |
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Property Perfect financial ratios help investors to determine whether Property Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Property with respect to the benefits of owning Property Perfect security.